Overnight breakout

[Anquirk]

Hello NT team.
Is it possible to build the following strategy in the strategy builder.
Suppose I want to open a long position during RTH when the price breaks above the overnight high, but I also want only one trade to be opened after breaking the overnight high, with all subsequent ones ignored, and the next trade only on the following regular session.
If this strategy can be constructed using the strategy builder, please advise how.
Thank you

[NinjaTrader_ChelseaB]

Hello Anquirk,

Unfortunately, adding a data series with a different trading hours template is not possible in the Strategy Builder and the script would need to be unlocked and coded by hand.

https://ninjatrader.com/support/helpGuides/nt8/adddataseries.htm

May I have you clarify "overnight high"?
Do you mean the high from the current session on a future starting from the previous day up to the current time?

[Anquirk]

Hello Anquirk,

Unfortunately, adding a data series with a different trading hours template is not possible in the Strategy Builder and the script would need to be unlocked and coded by hand.

https://ninjatrader.com/support/helpGuides/nt8/adddataseries.htm

May I have you clarify "overnight high"?
Do you mean the high from the current session on a future starting from the previous day up to the current time?

I mean I want to track night session and determine the high during the night session. Than at the opening 9:30 I'd like to trade breakout of the night high

[NinjaTrader_ChelseaB]

Hello Anquirk,

Which instrument are you referring to?

I'm not able to think of an instrument that has a separate night session.

Many CME futures trade from 5:00 PM to 4:00 PM central the next day.
Most equities trade from 8:00 AM to 8:00 PM eastern (the same day).

Do you mean the full current session that started the previous day?

Are you making your own custom trading hours template that has specific hours you have designated overnight hours?

[Anquirk]

Hello Anquirk,

Which instrument are you referring to?

I'm not able to think of an instrument that has a separate night session.

Many CME futures trade from 5:00 PM to 4:00 PM central the next day.
Most equities trade from 8:00 AM to 8:00 PM eastern (the same day).

Do you mean the full current session that started the previous day?

Are you making your own custom trading hours template that has specific hours you have designated overnight hours?

I mean US equities RTH but applied to US index futures. To be clear let's say I want to determine (night) high during 16:00 - 9:30 and open the trade on a next day when high of 16:00-9:30 breaks

[NinjaTrader_ChelseaB]

Hello Anquirk,

You would need to use custom logic to determine the high between an arbitrary set of hours that is not the trading hours template.

Below is a link to sample code that looks for the high between a range of bars.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/95460-how-to-get-bar-number-of-max-value?p=1113896#post1113896

Use Bars.GetBar() to get a bar number by the date and time.

https://ninjatrader.com/support/helpGuides/nt8/getbar.htm

[Anquirk]

Hello Anquirk,

You would need to use custom logic to determine the high between an arbitrary set of hours that is not the trading hours template.

Below is a link to sample code that looks for the high between a range of bars.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/95460-how-to-get-bar-number-of-max-value?p=1113896#post1113896

Use Bars.GetBar() to get a bar number by the date and time.
https://ninjatrader.com/support/help...nt8/getbar.htm

Thank you but I'm not really good at coding. Is there any options to build it somehow in strategy builder?

[NinjaTrader_ChelseaB]

Hello Anquirk,

Unfortunately, no. The Strategy Builder is only capable of simple left and right comparisons and cannot run loops or implement methods.

The script would need to be unlocked and coded by hand.

You can also contact a professional NinjaScript Consultant who would be eager to create or modify this script at your request or assist you with your script. The NinjaTrader Ecosystem has affiliate contacts who provide educational as well as consulting services. Please let me know if you would like a list of affiliate consultants who would be happy to create this script or any others at your request or provide one on one educational services.

[Anquirk]

Hello Anquirk,

Unfortunately, no. The Strategy Builder is only capable of simple left and right comparisons and cannot run loops or implement methods.

The script would need to be unlocked and coded by hand.

You can also contact a professional NinjaScript Consultant who would be eager to create or modify this script at your request or assist you with your script. The NinjaTrader Ecosystem has affiliate contacts who provide educational as well as consulting services. Please let me know if you would like a list of affiliate consultants who would be happy to create this script or any others at your request or provide one on one educational services.

Yes please. Share the list of contacts